Review of Financial Studies

Articles:

J Shanken

On the estimation of beta-pricing models
Rev. Financ. Stud. 1992 5: 1-55; doi:10.1093/rfs/5.1.1 [Abstract] [PDF] [Request Permissions]  

CJ Jacklin, AW Kleidon, and P Pfeiderer

Underestimation of portfolio insurance and the crash of October 1987
Rev. Financ. Stud. 1992 5: 35-63; doi:10.1093/rfs/5.1.35 [Abstract] [PDF] [Request Permissions]  

TH McCurdy and I Morgan

Evidence of risk premiums in foreign currency futures markets
Rev. Financ. Stud. 1992 5: 65-83; doi:10.1093/rfs/5.1.65 [Abstract] [PDF] [Request Permissions]  

HB Kazemi

An intemporal model of asset prices in a Markov economy with a limiting stationary distribution
Rev. Financ. Stud. 1992 5: 85-104; doi:10.1093/rfs/5.1.85 [Abstract] [PDF] [Request Permissions]  

H Reisman

Intertemporal arbitrage pricing theory
Rev. Financ. Stud. 1992 5: 105-122; doi:10.1093/rfs/5.1.105 [Abstract] [PDF] [Request Permissions]  

K Chan

A further analysis of the lead-lag relationship between the cash market and stock index futures market
Rev. Financ. Stud. 1992 5: 123-152; doi:10.1093/rfs/5.1.123 [Abstract] [PDF] [Request Permissions]  

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